You can create a resource group – define it as in "South Brasil" then proceed to add VMs that are US East 1 in it. What is the point specifying the region if seemingly has no referential enforcement or relation to resources?
That is a really good question. Technically a resource groups needs a region, as there is certain meta data associated with the resource group, and it has to live somewhere. While you can certainly add resources from any other region to a resource group, it is a good practice to think about this more logically. Use resource groups to make logic groups in your resources. This could be via region, or it could some other way.